Emu NL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:122.25% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5787 | 4.51 | |
| 0.1458 | 6.10 | |
| 0.8778 | 31.38 | |
| -0.0131 | -0.54 |
Estimation Period:
Feb 27, 2008 to Feb 6, 2026
Feb 27, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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